Application of multi-agent games to the prediction of financial time series-Reference-Cited by-同舟云学术

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Application of multi-agent games to the prediction of financial time series

Published:2001-10 Issue:1-2 Volume:299 Page:222-227
ISSN:0378-4371
Container-title:Physica A: Statistical Mechanics and its Applications
language:en
Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Johnson Neil F.,Lamper David,Jefferies Paul,Hart Michael L.,Howison Sam

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference5 articles.

1. Scaling and criticality in a stochastic multi-agent model of a financial market

2. M. Marsili, D. Challet, cond-mat/0004376, see also http://www.unifr.ch/econophysics.

3. TRADER DYNAMICS IN A MODEL MARKET

4. Eur. J. Phys. B;Jefferies;20

5. P. Ormerod, Surprised by depression, Financial Times, February 19, 2001.

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